+637.2%
COF vs CSGP
+3,334.4%
-2,697.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +1.8% | -4.1% | +5.9% | +3.1% |
| 30D | -0.6% | +2.3% | -2.9% | -1.6% |
| 3M | +20.3% | -8.2% | +28.5% | +22.2% |
| 6M | +13.0% | -35.1% | +48.1% | +26.9% |
| YTD | -8.3% | -54.0% | +45.7% | +13.1% |
| 1Y | -1.5% | -65.3% | +63.8% | +32.1% |
| 3Y | +122.3% | -62.6% | +184.8% | +186.4% |
| 5Y | +52.5% | -64.8% | +117.3% | +96.2% |
| 10Y | +264.9% | +45.1% | +219.8% | +210.0% |
| All | +637.2% | +3,334.4% | -2,697.3% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling